+543.0%
XYZ vs AG
+400.3%
+142.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -3.6% |
| 7D | +9.2% | -2.9% | +12.1% | +9.8% |
| 30D | +9.8% | -15.1% | +24.9% | +12.3% |
| 3M | -0.2% | -15.4% | +15.2% | +1.9% |
| 6M | +18.0% | -21.9% | +39.9% | +20.9% |
| YTD | +29.1% | -10.4% | +39.6% | +28.6% |
| 1Y | +14.1% | +39.8% | -25.7% | +6.5% |
| 3Y | +72.6% | +209.5% | -136.9% | +38.8% |
| 5Y | -64.6% | +12.5% | -77.1% | -69.0% |
| 10Y | +590.0% | +79.5% | +510.5% | +503.3% |
| All | +543.0% | +400.3% | +142.7% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling